The R-package rags2ridges performs L2-penalized estimation of precison (and covariance) matrices. The package contains proper L2-penalized maximum-likelihood estimators for the precision matrix as well as supporting functions to employ these estimators in a (integrative or meta-analytic) graphical modeling setting. The package has a modular setup and features fast and efficient algorithms.
|Media of output||Online|
|Publication status||Published - 2021|